Here is an article on that.
http://sqlblog.com/blogs/aaron_bertrand/archive/2010/12/29/a-more-reliable-and-more-flexible-sp-msforeachdb.aspx

DECLARE @STATEMENT NVARCHAR(MAX)

SET @STATEMENT = N’USE [?]‘+ CHAR(13) +’;’ +CHAR(13)
+ N’
SELECT SO.name
, ((CONVERT(Numeric(19,6), migs.user_seeks)+CONVERT(Numeric(19,6), migs.unique_compiles))
*CONVERT(Numeric(19,6), migs.avg_total_user_cost)
*CONVERT(Numeric(19,6), migs.avg_user_impact/100.0)) AS Impact
,”DO NOT AUTO CREATE THESE INDEXES – Creating these indexes could be as bad as blindly using DTA” as Note
, ”CREATE NONCLUSTERED INDEX IDX_” + SO.name +”_” + STUFF (
(SELECT ”_” + column_name FROM sys.dm_db_missing_index_columns(mid.index_handle) WHERE column_usage IN (”Equality”,”InEquality”) FOR XML PATH (””))
, 1, 1, ””) + ” ON [?].” + schema_name(SO.schema_id) + ”.” + SO.name COLLATE DATABASE_DEFAULT + ” ( ” + IsNull(mid.equality_columns, ””) + CASE WHEN mid.inequality_columns IS NULL
THEN ””
ELSE CASE WHEN mid.equality_columns IS NULL
THEN ””
ELSE ”,” END + mid.inequality_columns END + ” ) ” + CASE WHEN mid.included_columns IS NULL
THEN ””
ELSE ”INCLUDE (” + mid.included_columns + ”)” END + ”;” AS CreateIndexStatement
, mid.equality_columns
, mid.inequality_columns
, mid.included_columns
FROM sys.dm_db_missing_index_group_stats AS migs
INNER JOIN sys.dm_db_missing_index_groups AS mig
ON migs.group_handle = mig.index_group_handle
INNER JOIN sys.dm_db_missing_index_details AS mid
ON mig.index_handle = mid.index_handle
AND mid.database_id = DB_ID()
INNER JOIN sys.objects SO WITH (nolock)
ON mid.OBJECT_ID = SO.OBJECT_ID
WHERE (migs.group_handle IN
(
SELECT TOP (500) group_handle
FROM sys.dm_db_missing_index_group_stats WITH (nolock)
ORDER BY ((CONVERT(Numeric(19,6), migs.user_seeks)+CONVERT(Numeric(19,6), migs.unique_compiles))
*CONVERT(Numeric(19,6), migs.avg_total_user_cost)
*CONVERT(Numeric(19,6), migs.avg_user_impact/100.0)) DESC))
AND OBJECTPROPERTY(SO.OBJECT_ID, ”isusertable”)=1
ORDER BY 2 DESC , 3 DESC’

EXEC sp_MSforeachdb @STATEMENT